+3,847.4%
ANET vs AMGN
+206.2%
+3,641.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +6.0% |
| 7D | +3.0% | -13.7% | +16.7% | +7.2% |
| 30D | -5.2% | -8.8% | +3.6% | -3.0% |
| 3M | +27.6% | +7.2% | +20.4% | +24.0% |
| 6M | +44.4% | +1.3% | +43.1% | +42.5% |
| YTD | +52.3% | +17.6% | +34.7% | +42.9% |
| 1Y | +30.4% | +37.2% | -6.8% | +15.5% |
| 3Y | +313.3% | +57.7% | +255.5% | +232.0% |
| 5Y | +810.0% | +106.3% | +703.8% | +527.4% |
| All | +3,847.4% | +206.2% | +3,641.2% | +2,264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMGN.
Daily Out/Under-Performance
Portfolio return minus AMGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMGN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AMGN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling